-56.4%
GLWG vs SPY
+12.6%
-69.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | +0.7% |
| 7D | +31.3% | +3.3% | +28.0% | +9.9% |
| 30D | -39.7% | -2.7% | -37.0% | -24.0% |
| 3M | -57.2% | -1.7% | -55.5% | -48.6% |
| 6M | -77.0% | +3.1% | -80.0% | -77.0% |
| All | -56.4% | +12.6% | -69.0% | -70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling